How do I drop an object to the sand?
The quick answer is whilst Blender has some excellent physics solutions. What you are trying to do could be a little past the scope of the current physics solvers.
There may be ways to do it using fluid particles or even the molecular add-on, although I'm not sure what the current skinning capabilities of these are.
I will however point you to a cool little tip from one of Nikolaus Gradwohl's blogs, showing denting using dynamic paint. This might help you towards your result.
http://www.local-guru.net/blog/2017/8/9/blender-dynamicpaint-displacement